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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Lorden's inequality ： ウィキペディア英語版 Lorden's inequality In probability theory, Lorden's inequality is a bound for the moments of overshoot for a stopped sum of random variables, first published by Gary Lorden in 1970. Overshoots play a central role in renewal theory.〔 ==Statement of inequality== Let ''X''1, ''X''2, ... be independent and identially distributed positive random variables and define the sum ''S''''n'' = ''X''1 + ''X''2 + ... + ''X''''n''. Consider the first time ''S''''n'' exceeds a given value ''b'' and at that time compute ''R''''b'' = ''S''''n'' − ''b''. ''R''''b'' is called the overshoot or excess at ''b''. Lorden's inquality states that the expectation of this overshoot is bounded as ::$\backslash operatorname\; E\; (R\_b)\; \backslash leq\; \backslash frac.$ 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Lorden's inequality」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.